Why would Regina have an affinity for them though?
That’s a really good question. In my head people who use dreamcatchers are those with pasts that actively haunt them, awake and asleep. Neal and Emma both had pretty horrific upbringings that have had lasting psychological repercussions. They also have yet to find their “happy ending” (no shippinh goggles here, promise. Talking about them individually not together!). The same can be said for Regina. She’s constantly haunted by her past both as tortured child and as conflicted Evil Queen. She has no “happy ending” yet.
Snow on the other hand I don’t think has ever been seen with a dream catcher but she has her happy ending with Charming. The same might be true of Belle and Rumple even though Rumple obviously has a pretty tortured past.